Zobrazeno 1 - 3
of 3
pro vyhledávání: '"Steffen Schaarschmidt"'
Publikováno v:
International Journal of Economics and Finance. 6
We propose a fund allocation strategy for a highly risk-averse investor based on pessimistic decision making to construct portfolios of four major asset classes. Using US data (indexes of stocks, bonds, real estate, and commodities) from January 1990
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_dedup___::c563b44d22bc128e6438ed861f36892e
https://doi.org/10.5539/ijef.v6n8p23
https://doi.org/10.5539/ijef.v6n8p23
Publikováno v:
SSRN Electronic Journal.
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::7bb475d54c2f82660c2ae444e35d46e3
https://doi.org/10.2139/ssrn.2336020
https://doi.org/10.2139/ssrn.2336020
Autor:
Markus Glaser, Steffen Schaarschmidt
Publikováno v:
SSRN Electronic Journal.
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::f4fa90c51e6900f1db73993bae9e8b39
https://doi.org/10.2139/ssrn.2078946
https://doi.org/10.2139/ssrn.2078946